Quarterly expiry research
DERIVATIVES · QUARTERLY EXPIRY
Quarterly US Derivatives Expiry
Recurring U.S. equity-index derivatives expiry, also commonly called triple witching or quad witching. It is positioning context, not a directional Bitcoin signal.
STATUSCOMPLETED
ROLL WINDOWMar 13, 2023
EXPIRY SESSIONMar 17, 2023
HOLIDAY ADJUSTEDNo
BTC DATA7/7 windows complete
DIRECTIONAL PRIORNone
OBSERVED BTC PATH · COMPLETED DAILY CANDLES
Bitcoin reaction after expiry
| Horizon | Return | Worst excursion | Best excursion |
|---|---|---|---|
| 1D | +7.70% | +6.39% | +10.89% |
| 3D | +11.06% | +6.39% | +14.08% |
| 5D | +9.07% | +6.39% | +15.51% |
| 7D | +9.73% | +6.39% | +15.51% |
| 14D | +13.66% | +5.88% | +16.52% |
| 30D | +21.05% | +5.88% | +23.94% |
| 90D | +2.07% | -1.20% | +23.94% |
Base price is the last Coinbase BTC-USD daily close completed before the event. These outcomes do not prove the event caused the move.